Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49136.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45075.36 Kr¶

PnL: ---------------------------------------> 19.36 Kr¶

DD now: ---------------------------------> -7.499 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:58:56.922904'

Anic Portfolio¶

Today¶

Return: -1.17 %¶

This Week¶

Return: -0.337 %¶

Total portfolio value¶

Return including deposits: 60.862 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.330000 1662.120000 193.120000 13.150000 1468.999998
Orrön Energy 180 -1.960000 2159.100000 116.100000 5.680000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax B 4 0.400000 900.800000 46.800000 5.480000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 -0.410000 997.680000 30.680000 3.170000 966.999996
JM 6 -1.260000 891.000000 27.000000 3.130000 864.000000
Platzer Fastigheter Holding B 12 -3.530000 984.000000 23.000000 2.390000 960.999996
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
OX2 13 0.680000 961.350000 11.350000 1.190000 949.999999
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
Gränges 9 -0.760000 935.100000 7.100000 0.770000 927.999999
BioGaia B 8 -1.520000 936.000000 6.000000 0.650000 930.000000
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
Sedana Medical 93 -5.310000 2520.300000 -0.700000 -0.030000 2521.000011
AcadeMedia 8 -1.650000 399.680000 -2.320000 -0.580000 402.000000
Byggmax Group 33 -2.640000 947.760000 -8.240000 -0.860000 956.000001
Clas Ohlson B 12 -2.130000 963.000000 -10.000000 -1.030000 972.999996
ASSA ABLOY B 3 -1.460000 768.300000 -10.700000 -1.370000 779.000001
EQT 4 -2.200000 818.000000 -14.000000 -1.680000 832.000000
Alimak Group 11 -0.960000 909.700000 -18.300000 -1.970000 927.999996
Addnode Group B 11 -0.300000 899.250000 -21.750000 -2.360000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.250000 906.750000 -33.250000 -3.540000 940.000000
Indutrade 5 -1.090000 1177.000000 -41.000000 -3.370000 1218.000000
Latour B 4 -0.340000 813.200000 -43.800000 -5.110000 857.000000
Vitec Software Group B 2 -3.310000 1024.000000 -63.000000 -5.800000 1087.000000
Bufab 3 -0.510000 1045.200000 -63.800000 -5.750000 1109.000001
BHG Group 97 -2.110000 1352.180000 -106.820000 -7.320000 1458.999989
Hexagon B 26 -2.920000 3333.200000 -127.800000 -3.690000 3461.000010
TOTAL 45075.360000 19.360000 -7.49892% 45056.000411

Updated:¶

'2023-07-05 15:59:14.042818'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶